Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48327.66 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46631.03 Kr¶

PnL: ---------------------------------------> 274.03 Kr¶

DD now: ---------------------------------> -9.022 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:46:26.003197'

Anic Portfolio¶

This Week¶

Return: 0.214 %¶

Total portfolio value¶

Return including deposits: 58.241 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Vitec Software Group B 2 -0.340000 1187.000000 100.000000 9.200000 1087.000000
EnQuest PLC 2351 -0.320000 5811.670000 98.670000 1.730000 5713.000530
Lindab International 35 0.000000 5687.500000 94.500000 1.690000 5593.000000
NP3 Fastigheter 32 -1.690000 5782.400000 85.400000 1.500000 5697.000000
Investor B 27 -1.070000 5737.500000 46.500000 0.820000 5691.000006
Tethys Oil 109 1.150000 5951.400000 40.400000 0.680000 5911.000022
AQ Group 12 -0.230000 5214.000000 -49.000000 -0.930000 5262.999996
Volvo B 25 -0.070000 5681.250000 -61.750000 -1.080000 5743.000000
Volvo A 24 -0.090000 5587.200000 -71.800000 -1.270000 5659.000008
TOTAL 46639.920000 282.920000 -9.00559% 46357.000562

Updated:¶

'2023-08-11 09:44:27.144405'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶